STRATEGY VWAP MOMENTUM

20251015 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 12

Periodo: 2025-10-15 01:22:00 - 2025-10-15 22:59:00

Exposure Days: 1

Trades per Day: 12.00

Avg Duration: 98.50 min

Median Duration: 67.00 min

PERFORMANCE

Total Profit: $6,455.00

Avg Profit: $537.92

Median Profit: $-295.00

Std Profit: $1,774.76

Profit Factor: 2.07

WIN/LOSS

Win Rate: 45.5%

Winners / Losers: 5 / 6 (Ratio: 1:3)

Gross Profit: $12,500.00

Gross Loss: $-6,045.00

Avg Winner: $2,500.00

Avg Loser: $-863.57

Avg Winner / Avg Loser: (Ratio: 1:2.89)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-1,810.00

Sharpe Ratio: 0.30

Sortino Ratio: 1.03

Ulcer Index: 18.36

EXIT REASONS

TARGET exits: 5 (41.7%)

STOP exits: 2 (16.7%)

EOD exits: 1 (8.3%)

LONG ENTRIES (BUY)

Total LONG: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $3,855.00

Avg P&L: $481.88

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $2,600.00

Avg P&L: $650.00

CUMULATIVE P&L